+27.5%
MSI vs BDX
+54.0%
-26.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.3% | +0.1% |
| 7D | +2.8% | +7.2% | -4.4% | +1.3% |
| 30D | +9.1% | +15.8% | -6.6% | +5.9% |
| 3M | +12.5% | +23.7% | -11.2% | +7.9% |
| 6M | +14.2% | +44.8% | -30.6% | +8.2% |
| YTD | +30.7% | +39.8% | -9.1% | +23.4% |
| 1Y | +27.5% | +52.3% | -24.8% | +20.3% |
| All | +27.5% | +54.0% | -26.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling